Related papers: Deep Reinforcement Learning via L-BFGS Optimizatio…
In this paper, we implement the Stochastic Damped LBFGS (SdLBFGS) for stochastic non-convex optimization. We make two important modifications to the original SdLBFGS algorithm. First, by initializing the Hessian at each step using an…
Learning a deep neural network requires solving a challenging optimization problem: it is a high-dimensional, non-convex and non-smooth minimization problem with a large number of terms. The current practice in neural network optimization…
Vertical federated learning (VFL) is an effective paradigm of training the emerging cross-organizational (e.g., different corporations, companies and organizations) collaborative learning with privacy preserving. Stochastic gradient descent…
Although the performance of popular optimization algorithms such as Douglas-Rachford splitting (DRS) and the ADMM is satisfactory in small and well-scaled problems, ill conditioning and problem size pose a severe obstacle to their reliable…
In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…
Binary Neural Networks (BNNs) have garnered significant attention due to their immense potential for deployment on edge devices. However, the non-differentiability of the quantization function poses a challenge for the optimization of BNNs,…
Many real-world applications of reinforcement learning (RL) require making decisions in continuous action environments. In particular, determining the optimal dose level plays a vital role in developing medical treatment regimes. One…
Recent advances in deep reinforcement learning have achieved human-level performance on a variety of real-world applications. However, the current algorithms still suffer from poor gradient estimation with excessive variance, resulting in…
We propose an L-BFGS optimization algorithm on Riemannian manifolds using minibatched stochastic variance reduction techniques for fast convergence with constant step sizes, without resorting to linesearch methods designed to satisfy Wolfe…
Over the last decade, a single algorithm has changed many facets of our lives - Stochastic Gradient Descent (SGD). In the era of ever decreasing loss functions, SGD and its various offspring have become the go-to optimization tool in…
Reinforcement Learning (RL) is increasingly applied to large-scale decision-making problems like logistics, scheduling, and recommender systems, but existing algorithms struggle with the curse of dimensionality in such large discrete action…
For training fully-connected neural networks (FCNNs), we propose a practical approximate second-order method including: 1) an approximation of the Hessian matrix and 2) a conjugate gradient (CG) based method. Our proposed approximate…
In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas from a certain subclass of the Broyden family. In particular, this subclass includes the well-known DFP, BFGS and SR1 updates. However,…
This paper deals with regularized Newton methods, a flexible class of unconstrained optimization algorithms that is competitive with line search and trust region methods and potentially combines attractive elements of both. The particular…
Second-order optimizers hold intriguing potential for deep learning, but suffer from increased cost and sensitivity to the non-convexity of the loss surface as compared to gradient-based approaches. We introduce a coordinate descent method…
This paper describes an extension of the BFGS and L-BFGS methods for the minimization of a nonlinear function subject to errors. This work is motivated by applications that contain computational noise, employ low-precision arithmetic, or…
We propose a Riemannian limited-memory BFGS method for optimization problems with Euclidean bounds. The method combines a limited-memory quasi-Newton update in the tangent space with a Riemannian adaptation of the generalized Cauchy point…
We consider the class of optimization problems arising from computationally intensive L1-regularized M-estimators, where the function or gradient values are very expensive to compute. A particular instance of interest is the L1-regularized…
We consider the problem of attaining either the maximal increase or reduction of the robustness of a complex network by means of a bounded modification of a subset of the edge weights. We propose two novel strategies combining Krylov…
Reinforcement learning (RL) has emerged as a promising strategy for finetuning small language models (SLMs) to solve targeted tasks such as math and coding. However, RL algorithms tend to be resource-intensive, taking a significant amount…